Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47419.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46024.97 Kr¶

PnL: ---------------------------------------> -863.6 Kr¶

DD now: ---------------------------------> -2.488 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:28:43.314212'

Anic Portfolio¶

Today¶

Return: -0.031 %¶

This Week¶

Return: -1.029 %¶

Total¶

Return: 55.241 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.960000 802.000000 129.000000 19.170000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.870000 3437.600000 60.600000 1.790000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Intrum 4 7.170000 568.200000 41.200000 7.820000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.610000 394.400000 39.400000 11.100000 355.000000
Corem Property Group B 59 -1.720000 606.520000 29.520000 5.120000 576.999999
AcadeMedia 12 -0.450000 582.960000 25.960000 4.660000 557.000004
Resurs Holding 22 -0.480000 599.060000 25.060000 4.370000 573.999998
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
Swedbank A 3 -1.630000 570.300000 6.300000 1.120000 564.000000
Securitas B 6 -0.460000 576.120000 6.120000 1.070000 570.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 248.160000 2.160000 0.880000 246.000000
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
CTEK 13 0.000000 529.100000 -4.900000 -0.920000 533.999999
Beijer Electronics Group 26 -5.630000 2964.000000 -7.000000 -0.240000 2971.000006
Handelsbanken A 5 -1.390000 532.250000 -13.750000 -2.520000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -1.020000 3433.600000 -20.400000 -0.590000 3453.999992
Essity B 2 -2.150000 547.200000 -26.800000 -4.670000 574.000000
International Petroleum Corp. 5 -0.180000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.970000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.770000 537.620000 -75.380000 -12.300000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.930000 3507.400000 -248.600000 -6.620000 3756.000001
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 46024.970000 -863.600000 -2.48806% 46888.564618

Updated:¶

'2023-01-26 10:28:56.187162'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶